Skip to content

Radmeth performance and threads#279

Merged
andrewdavidsmith merged 24 commits intomasterfrom
radmeth-speedups
Jul 22, 2025
Merged

Radmeth performance and threads#279
andrewdavidsmith merged 24 commits intomasterfrom
radmeth-speedups

Conversation

@andrewdavidsmith
Copy link
Copy Markdown
Collaborator

Added multithreaded mode to radmeth and tightened up the code in the negtive log likelihood function and its gradient which are used in a general minimizer for the parameter estimation. Also added parameters for the user to control numerical tolerance and max iterations. Numerical results have changed, but seem to be similarly accurate and tolerance / max-iter params allow more accuracy with more computation

…hunks of data for each thread and avoid too much thread creation. Currently performance has problems.
… because it's really just binary. Moving the functions that do IO on design matrices here also because this is where they belong
…o have uint8_t for its binary values rather than the full double
…odel sources and setting the number of lines to read/write at once to 4096
…allocating the chunks vector, and changing the default number of lines to read at once to 16k
…erance from 1e-4 to 1e-4 and max_iter from 700 to 250
…n the GSL iterative estimation of model parameters
…ance and max-iter in the GSL iterative estimation of model parameters
…ied by the sqrt of the number of params and by the number of obs/samples
…lculations and modifying the p_v in neg_gradient to be held in Regression to avoid reallocating
…onal fields -- noticed when analysing output from radmeth
@andrewdavidsmith andrewdavidsmith merged commit 233b515 into master Jul 22, 2025
10 checks passed
@andrewdavidsmith andrewdavidsmith deleted the radmeth-speedups branch July 22, 2025 23:50
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant